Report NEP-RMG-2013-02-08

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013. "Forecasting systemic impact in financial networks," SFB 649 Discussion Papers 2013-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Giovanni di Iasio & Mario Quagliariello, 2013. "Incentives through the cycle: microfounded macroprudential regulation," Temi di discussione (Economic working papers) 894, Bank of Italy, Economic Research and International Relations Area.
• Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana Tchana, Fulbert, 2013. "Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes," MPRA Paper 44105, University Library of Munich, Germany.
• Härdle, Wolfgang Karl & Silyakova, Elena, 2012. "Implied basket correlation dynamics," SFB 649 Discussion Papers 2012-066, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Jean-Louis Arcand & Enrico Berkes & Ugo Panizza, 2013. "Finance and Economic Development in a Model with Credit Rationing," IHEID Working Papers 02-2013, Economics Section, The Graduate Institute of International Studies.
• Wanvimol Sawangngoenyuang & Sukrita Sa-nguanpan & Worawut Sabborriboon, 2012. "Financial Systemic Stability: Challenging Aspects of Central Banks," Working Papers 2012-06, Monetary Policy Group, Bank of Thailand.
• Benjamin M. Tabak & Solange M. Guerra & Rodrigo C. Miranda & Sergio Rubens S. de Souza, 2012. "Teste de Estresse para Risco de Liquidez: o caso do sistema bancário brasileiro," Working Papers Series 302, Central Bank of Brazil, Research Department.